-71.3%
AMC vs TLN
+538.9%
-610.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.1% | -5.1% | +1.1% |
| 7D | +2.6% | -1.3% | +3.9% | +2.6% |
| 30D | +9.0% | -10.5% | +19.5% | +10.3% |
| 3M | +22.2% | +0.1% | +22.1% | +21.7% |
| 6M | +91.5% | -17.4% | +108.9% | +94.9% |
| YTD | +101.3% | -9.7% | +110.9% | +101.8% |
| 1Y | +20.8% | -12.3% | +33.0% | +21.3% |
| 3Y | -71.3% | +528.3% | -599.6% | -76.7% |
| All | -71.3% | +538.9% | -610.3% | -76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TLN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling